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MSR Transfers Not Qualifying for Sale Accounting - Schedule of Assets, Liabilities Related to MSR Transfer Agreements (Details) - USD ($)
$ in Thousands
Mar. 31, 2022
Dec. 31, 2021
Mar. 31, 2021
Dec. 31, 2020
Servicing Liabilities at Fair Value [Line Items]        
MSRs, at fair value $ 2,323,281 $ 2,250,147 $ 1,400,217 $ 1,294,817
Other financing liabilities, at fair value 872,036 804,963    
Due from NRZ 1,814 3,781    
NRZ        
Servicing Liabilities at Fair Value [Line Items]        
Due to NRZ 75,548 76,590    
NRZ | Transferred MSRs, at Fair Value        
Servicing Liabilities at Fair Value [Line Items]        
MSRs, at fair value 545,306 558,940    
NRZ | Original Rights to MSRs Agreements | Financing Liability - MSRs Pledged        
Servicing Liabilities at Fair Value [Line Items]        
Other financing liabilities, at fair value   558,940    
NRZ | Advance Funding, Subservicing Fees and Reimbursable Expenses        
Servicing Liabilities at Fair Value [Line Items]        
Due from NRZ $ 1,814 $ 3,781